CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 1.1380 1.1366 -0.0014 -0.1% 1.1362
High 1.1380 1.1435 0.0055 0.5% 1.1440
Low 1.1349 1.1357 0.0009 0.1% 1.1361
Close 1.1349 1.1435 0.0086 0.8% 1.1397
Range 0.0032 0.0078 0.0046 146.0% 0.0079
ATR
Volume 4 10 6 150.0% 87
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1641 1.1615 1.1477
R3 1.1564 1.1538 1.1456
R2 1.1486 1.1486 1.1449
R1 1.1460 1.1460 1.1442 1.1473
PP 1.1409 1.1409 1.1409 1.1415
S1 1.1383 1.1383 1.1427 1.1396
S2 1.1331 1.1331 1.1420
S3 1.1254 1.1305 1.1413
S4 1.1176 1.1228 1.1392
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1636 1.1595 1.1440
R3 1.1557 1.1516 1.1418
R2 1.1478 1.1478 1.1411
R1 1.1437 1.1437 1.1404 1.1458
PP 1.1399 1.1399 1.1399 1.1409
S1 1.1358 1.1358 1.1389 1.1379
S2 1.1320 1.1320 1.1382
S3 1.1241 1.1279 1.1375
S4 1.1162 1.1200 1.1353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1435 1.1349 0.0086 0.8% 0.0046 0.4% 100% True False 8
10 1.1440 1.1291 0.0149 1.3% 0.0036 0.3% 96% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1764
2.618 1.1637
1.618 1.1560
1.000 1.1512
0.618 1.1482
HIGH 1.1435
0.618 1.1405
0.500 1.1396
0.382 1.1387
LOW 1.1357
0.618 1.1309
1.000 1.1280
1.618 1.1232
2.618 1.1154
4.250 1.1028
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 1.1422 1.1420
PP 1.1409 1.1406
S1 1.1396 1.1392

These figures are updated between 7pm and 10pm EST after a trading day.

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